Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 01-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111.99 |
112.37 |
0.38 |
0.3% |
110.27 |
High |
112.36 |
112.51 |
0.15 |
0.1% |
112.51 |
Low |
111.57 |
112.06 |
0.49 |
0.4% |
110.27 |
Close |
112.23 |
112.26 |
0.03 |
0.0% |
112.26 |
Range |
0.79 |
0.45 |
-0.34 |
-43.0% |
2.24 |
ATR |
0.68 |
0.66 |
-0.02 |
-2.4% |
0.00 |
Volume |
2,313 |
1,457 |
-856 |
-37.0% |
6,286 |
|
Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.63 |
113.39 |
112.51 |
|
R3 |
113.18 |
112.94 |
112.38 |
|
R2 |
112.73 |
112.73 |
112.34 |
|
R1 |
112.49 |
112.49 |
112.30 |
112.39 |
PP |
112.28 |
112.28 |
112.28 |
112.22 |
S1 |
112.04 |
112.04 |
112.22 |
111.94 |
S2 |
111.83 |
111.83 |
112.18 |
|
S3 |
111.38 |
111.59 |
112.14 |
|
S4 |
110.93 |
111.14 |
112.01 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.40 |
117.57 |
113.49 |
|
R3 |
116.16 |
115.33 |
112.88 |
|
R2 |
113.92 |
113.92 |
112.67 |
|
R1 |
113.09 |
113.09 |
112.47 |
113.51 |
PP |
111.68 |
111.68 |
111.68 |
111.89 |
S1 |
110.85 |
110.85 |
112.05 |
111.27 |
S2 |
109.44 |
109.44 |
111.85 |
|
S3 |
107.20 |
108.61 |
111.64 |
|
S4 |
104.96 |
106.37 |
111.03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.42 |
2.618 |
113.69 |
1.618 |
113.24 |
1.000 |
112.96 |
0.618 |
112.79 |
HIGH |
112.51 |
0.618 |
112.34 |
0.500 |
112.29 |
0.382 |
112.23 |
LOW |
112.06 |
0.618 |
111.78 |
1.000 |
111.61 |
1.618 |
111.33 |
2.618 |
110.88 |
4.250 |
110.15 |
|
|
Fisher Pivots for day following 01-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
112.29 |
112.15 |
PP |
112.28 |
112.04 |
S1 |
112.27 |
111.94 |
|